[Returnanalytics-commits] r2316 - in pkg/PerformanceAnalytics: . R man tests/Examples
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jan 28 22:38:59 CET 2013
Author: braverock
Date: 2013-01-28 22:38:59 +0100 (Mon, 28 Jan 2013)
New Revision: 2316
Modified:
pkg/PerformanceAnalytics/DESCRIPTION
pkg/PerformanceAnalytics/R/ES.R
pkg/PerformanceAnalytics/R/Return.calculate.R
pkg/PerformanceAnalytics/R/chart.Correlation.R
pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R
pkg/PerformanceAnalytics/R/chart.RollingMean.R
pkg/PerformanceAnalytics/R/chart.RollingQuantileRegression.R
pkg/PerformanceAnalytics/R/chart.SnailTrail.R
pkg/PerformanceAnalytics/man/Return.calculate.Rd
pkg/PerformanceAnalytics/man/Return.excess.Rd
pkg/PerformanceAnalytics/man/SystematicRisk.Rd
pkg/PerformanceAnalytics/man/TreynorRatio.Rd
pkg/PerformanceAnalytics/man/chart.Correlation.Rd
pkg/PerformanceAnalytics/man/chart.RollingCorrelation.Rd
pkg/PerformanceAnalytics/man/chart.RollingMean.Rd
pkg/PerformanceAnalytics/man/chart.RollingPerformance.Rd
pkg/PerformanceAnalytics/man/charts.RollingPerformance.Rd
pkg/PerformanceAnalytics/tests/Examples/PerformanceAnalytics-Ex.Rout.save
Log:
- multiple changes to pass R CMD check, almost all to documentation
Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/DESCRIPTION 2013-01-28 21:38:59 UTC (rev 2316)
@@ -1,7 +1,7 @@
Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
-Version: 1.0.5.2
+Version: 1.0.5.3
Date: $Date$
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <brian at braverock.com>
Modified: pkg/PerformanceAnalytics/R/ES.R
===================================================================
--- pkg/PerformanceAnalytics/R/ES.R 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/R/ES.R 2013-01-28 21:38:59 UTC (rev 2316)
@@ -225,7 +225,7 @@
},
gaussian = { return(ES.Gaussian.portfolio(p,weights,mu,sigma)) },
historical = { return(ES.historical.portfolio(R, p,weights)) },
- kernel = { return(ES.kernel.portfolio(R=R,p=p,w=w)) }
+ kernel = { return(ES.kernel.portfolio(R=R,p=p,w=weights)) }
)
} # end component portfolio switch
Modified: pkg/PerformanceAnalytics/R/Return.calculate.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.calculate.R 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/R/Return.calculate.R 2013-01-28 21:38:59 UTC (rev 2316)
@@ -47,7 +47,7 @@
#' \dontshow{
#' data(prices)
#' }
-#' R.IBM = Return.calculate(prices, method="discrete")
+#' R.IBM = Return.calculate(xts(prices), method="discrete")
#' colnames(R.IBM)="IBM"
#' chart.CumReturns(R.IBM,legend.loc="topleft", main="Cumulative Daily Returns for IBM")
#' round(R.IBM,2)
Modified: pkg/PerformanceAnalytics/R/chart.Correlation.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Correlation.R 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/R/chart.Correlation.R 2013-01-28 21:38:59 UTC (rev 2316)
@@ -1,3 +1,5 @@
+
+
#' correlation matrix chart
#'
#' Visualization of a Correlation Matrix. On top the (absolute) value of the
@@ -8,8 +10,8 @@
#' @param R data for the x axis, can take matrix,vector, or timeseries
#' @param histogram TRUE/FALSE whether or not to display a histogram
#' @param method a character string indicating which correlation coefficient
-#' (or covariance) is to be computed. One of ‘"pearson"’
-#' (default), ‘"kendall"’, or ‘"spearman"’, can be abbreviated.
+#' (or covariance) is to be computed. One of "pearson"
+#' (default), "kendall", or "spearman", can be abbreviated.
#' @param \dots any other passthru parameters into \code{\link{pairs}}
#' @note based on plot at
#' \url{http://addictedtor.free.fr/graphiques/sources/source_137.R}
Modified: pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R 2013-01-28 21:38:59 UTC (rev 2316)
@@ -29,7 +29,7 @@
#'
#' @export
chart.RollingCorrelation <-
-function (Ra, Rb, width = 12, xaxis = TRUE, legend.loc = NULL, colorset = (1:12), na.pad = FALSE, ...)
+function (Ra, Rb, width = 12, xaxis = TRUE, legend.loc = NULL, colorset = (1:12), ...)
{ # @author Peter Carl
# DESCRIPTION:
@@ -51,7 +51,7 @@
for(column.a in 1:columns.a) { # for each asset passed in as R
for(column.b in 1:columns.b) { # against each asset passed in as Rb
merged.assets = merge(Ra[,column.a,drop=FALSE], Rb[,column.b,drop=FALSE])
- column.calc = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) cor(x[,1,drop=FALSE], x[,2,drop=FALSE]), by = 1, by.column = FALSE, na.pad = na.pad, align = "right")
+ column.calc = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) cor(x[,1,drop=FALSE], x[,2,drop=FALSE]), by = 1, by.column = FALSE, fill = if(na.pad) NA, align = "right")
# some backflips to name the single column zoo object
column.calc.tmp = xts(column.calc)
Modified: pkg/PerformanceAnalytics/R/chart.RollingMean.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RollingMean.R 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/R/chart.RollingMean.R 2013-01-28 21:38:59 UTC (rev 2316)
@@ -23,7 +23,7 @@
#'
#' @export
chart.RollingMean <-
-function (R, width = 12, xaxis = TRUE, ylim = NULL, na.pad = FALSE, lwd=c(2,1,1), ...)
+function (R, width = 12, xaxis = TRUE, ylim = NULL, lwd=c(2,1,1), ...)
{ # @author Peter Carl
# DESCRIPTION:
@@ -43,8 +43,8 @@
# Calculate
- x.mean = rollapply(na.omit(x[,1,drop=FALSE]), width = width, FUN = "mean", na.pad = na.pad, align = "right")
- x.stdev = rollapply(na.omit(x[,1,drop=FALSE]), width = width, FUN = "sd.xts", na.pad = na.pad, align = "right")
+ x.mean = rollapply(na.omit(x[,1,drop=FALSE]), width = width, FUN = "mean", fill = if(na.pad) NA, align = "right")
+ x.stdev = rollapply(na.omit(x[,1,drop=FALSE]), width = width, FUN = "sd.xts", fill = if(na.pad) NA, align = "right")
# @todo: allow user to set confidence interval
# @todo: add chart for StdDev w confidence bands: x.stdev +- 2* x.stdev/sqrt(2*n)
@@ -55,7 +55,7 @@
# Set ylim correctly to allow for confidence bands
if(is.null(ylim[1]))
- ylim = range(result)
+ ylim = range(result,na.rm=TRUE)
freq = periodicity(R)
Modified: pkg/PerformanceAnalytics/R/chart.RollingQuantileRegression.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RollingQuantileRegression.R 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/R/chart.RollingQuantileRegression.R 2013-01-28 21:38:59 UTC (rev 2316)
@@ -36,11 +36,11 @@
for(column.b in 1:columns.b) { # against each asset passed in as Rb
merged.assets = merge(Ra.excess[,column.a,drop=FALSE], Rb.excess[,column.b,drop=FALSE])
if(attribute == "Alpha")
- column.result = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) rq(x[,1,drop=FALSE]~x[,2,drop=FALSE])$coefficients[1], by = 1, by.column = FALSE, na.pad = na.pad, align = "right")
+ column.result = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) rq(x[,1,drop=FALSE]~x[,2,drop=FALSE])$coefficients[1], by = 1, by.column = FALSE, fill = if(na.pad) NA, align = "right")
if(attribute == "Beta")
- column.result = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) rq(x[,1,drop=FALSE]~x[,2,drop=FALSE])$coefficients[2], by = 1, by.column = FALSE, na.pad = na.pad, align = "right")
+ column.result = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) rq(x[,1,drop=FALSE]~x[,2,drop=FALSE])$coefficients[2], by = 1, by.column = FALSE, fill = if(na.pad) NA, align = "right")
if(attribute == "R-Squared")
- column.result = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) summary(rq(x[,1,drop=FALSE]~x[,2,drop=FALSE]))$r.squared, by = 1, by.column = FALSE, na.pad = na.pad, align = "right")
+ column.result = rollapply(na.omit(merged.assets[,,drop=FALSE]), width = width, FUN= function(x) summary(rq(x[,1,drop=FALSE]~x[,2,drop=FALSE]))$r.squared, by = 1, by.column = FALSE, fill = if(na.pad) NA, align = "right")
# some backflips to name the single column zoo object
column.result.tmp = xts(column.result)
Modified: pkg/PerformanceAnalytics/R/chart.SnailTrail.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.SnailTrail.R 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/R/chart.SnailTrail.R 2013-01-28 21:38:59 UTC (rev 2316)
@@ -126,9 +126,9 @@
y = x[,column,drop=FALSE]
y = na.omit(y)
y= as.zoo(y)
- returns.column = na.omit(apply.rolling(y[(nrow(y)%%stepsize+1):nrow(y),1,drop=FALSE], width = width, FUN = Return.annualized, by=stepsize))#, na.pad = FALSE, align = "right")
+ returns.column = na.omit(apply.rolling(y[(nrow(y)%%stepsize+1):nrow(y),1,drop=FALSE], width = width, FUN = Return.annualized, by=stepsize))#, align = "right")
- risk.column = na.omit(apply.rolling(y[(nrow(y)%%stepsize+1):nrow(y),1,drop=FALSE], width = width, FUN = StdDev.annualized, by=stepsize))#, na.pad = FALSE, align = "right")
+ risk.column = na.omit(apply.rolling(y[(nrow(y)%%stepsize+1):nrow(y),1,drop=FALSE], width = width, FUN = StdDev.annualized, by=stepsize))#, align = "right")
maxrows = max(maxrows, length(returns.column))
Modified: pkg/PerformanceAnalytics/man/Return.calculate.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.calculate.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/Return.calculate.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -59,14 +59,14 @@
\dontrun{
require(tseries)
prices = get.hist.quote("IBM", start = "1999-01-01", end = "2007-01-01", quote = "AdjClose", compression = "d")
+ }
\dontshow{
data(prices)
}
-R.IBM = Return.calculate(prices, method="discrete")
+R.IBM = Return.calculate(xts(prices), method="discrete")
colnames(R.IBM)="IBM"
chart.CumReturns(R.IBM,legend.loc="topleft", main="Cumulative Daily Returns for IBM")
round(R.IBM,2)
- }
}
\author{
Peter Carl
Modified: pkg/PerformanceAnalytics/man/Return.excess.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.excess.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/Return.excess.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -9,7 +9,7 @@
or zoo object of asset returns}
\item{Rf}{risk free rate, in same period as your returns,
- or as a sinlge digit average}
+ or as a single digit average}
}
\description{
Calculates the returns of an asset in excess of the given
Modified: pkg/PerformanceAnalytics/man/SystematicRisk.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/SystematicRisk.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/SystematicRisk.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -2,7 +2,7 @@
\alias{SystematicRisk}
\title{Systematic risk of the return distribution}
\usage{
- SystematicRisk(Ra, Rb, Rf = 0, ...)
+ SystematicRisk(Ra, Rb, Rf = 0, scale = NA, ...)
}
\arguments{
\item{Ra}{an xts, vector, matrix, data frame, timeSeries
@@ -12,6 +12,9 @@
\item{Rf}{risk free rate, in same period as your returns}
+ \item{scale}{number of periods in a year (daily scale =
+ 252, monthly scale = 12, quarterly scale = 4)}
+
\item{\dots}{any other passthru parameters}
}
\description{
Modified: pkg/PerformanceAnalytics/man/TreynorRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/TreynorRatio.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/TreynorRatio.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -44,7 +44,7 @@
round(TreynorRatio(managers[,1:6], managers[,8:7,drop=FALSE], Rf=.035/12),4)
round(TreynorRatio(managers[,1:6], managers[,8:7,drop=FALSE], Rf = managers[,10,drop=FALSE]),4)
-print(TreynorRatio(portfolio_bacon[,1], portfolio_bacon[,2], modified = TRUE)) #expected 1.677
+print(TreynorRatio(portfolio_bacon[,1], portfolio_bacon[,2], modified = TRUE)) #expected 0.7975
print(TreynorRatio(managers['1996',1], managers['1996',8], modified = TRUE))
print(TreynorRatio(managers['1996',1:5], managers['1996',8], modified = TRUE))
Modified: pkg/PerformanceAnalytics/man/chart.Correlation.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/chart.Correlation.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/chart.Correlation.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -14,8 +14,8 @@
\item{method}{a character string indicating which
correlation coefficient (or covariance) is to be
- computed. One of ‘"pearson"’ (default), ‘"kendall"’, or
- ‘"spearman"’, can be abbreviated.}
+ computed. One of "pearson" (default), "kendall", or
+ "spearman", can be abbreviated.}
\item{\dots}{any other passthru parameters into
\code{\link{pairs}}}
Modified: pkg/PerformanceAnalytics/man/chart.RollingCorrelation.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/chart.RollingCorrelation.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/chart.RollingCorrelation.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -4,7 +4,7 @@
\usage{
chart.RollingCorrelation(Ra, Rb, width = 12,
xaxis = TRUE, legend.loc = NULL, colorset = (1:12),
- na.pad = FALSE, ...)
+ ...)
}
\arguments{
\item{Ra}{an xts, vector, matrix, data frame, timeSeries
Modified: pkg/PerformanceAnalytics/man/chart.RollingMean.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/chart.RollingMean.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/chart.RollingMean.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -3,7 +3,7 @@
\title{chart the rolling mean return}
\usage{
chart.RollingMean(R, width = 12, xaxis = TRUE,
- ylim = NULL, na.pad = FALSE, lwd = c(2, 1, 1), ...)
+ ylim = NULL, lwd = c(2, 1, 1), ...)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries
Modified: pkg/PerformanceAnalytics/man/chart.RollingPerformance.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/chart.RollingPerformance.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/chart.RollingPerformance.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -4,7 +4,8 @@
\usage{
chart.RollingPerformance(R, width = 12,
FUN = "Return.annualized", ..., na.pad = TRUE,
- ylim = NULL, main = NULL)
+ ylim = NULL, main = NULL,
+ fill = if (na.pad) NA else NULL)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries
@@ -18,10 +19,15 @@
\code{\link{CAPM.beta}} won't work, but
\code{\link{Return.annualized}} will)}
- \item{na.pad}{TRUE/FALSE If TRUE it adds any times that
- would not otherwise have been in the result with a value
- of NA. If FALSE those times are dropped.}
+ \item{fill}{a three-component vector or list (recycled
+ otherwise) providing filling values at the left/within/to
+ the right of the data range. See the fill argument of
+ \code{\link{na.fill}} for details.}
+ \item{na.pad}{deprecated; use \code{fill = NA} instead of
+ \code{na.pad = TRUE}, or \code{fill = NULL} instead of
+ \code{na.pad = FALSE}}
+
\item{main}{set the chart title, same as in
\code{\link{plot}}}
Modified: pkg/PerformanceAnalytics/man/charts.RollingPerformance.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/charts.RollingPerformance.Rd 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/man/charts.RollingPerformance.Rd 2013-01-28 21:38:59 UTC (rev 2316)
@@ -3,8 +3,8 @@
\title{rolling performance chart}
\usage{
charts.RollingPerformance(R, width = 12, Rf = 0,
- main = NULL, trim = TRUE, event.labels = NULL,
- legend.loc = NULL, ...)
+ main = NULL, event.labels = NULL, legend.loc = NULL,
+ ...)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries
@@ -17,9 +17,6 @@
\item{main}{set the chart title, same as in \code{plot}}
- \item{trim}{TRUE/FALSE, whether to keep alignment caused
- by NA's}
-
\item{event.labels}{TRUE/FALSE whether or not to display
lines and labels for historical market shock events}
Modified: pkg/PerformanceAnalytics/tests/Examples/PerformanceAnalytics-Ex.Rout.save
===================================================================
--- pkg/PerformanceAnalytics/tests/Examples/PerformanceAnalytics-Ex.Rout.save 2013-01-23 21:09:48 UTC (rev 2315)
+++ pkg/PerformanceAnalytics/tests/Examples/PerformanceAnalytics-Ex.Rout.save 2013-01-28 21:38:59 UTC (rev 2316)
@@ -1,5 +1,5 @@
-R version 2.15.1 (2012-06-22) -- "Roasted Marshmallows"
+R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-pc-linux-gnu (64-bit)
@@ -122,7 +122,7 @@
> print(AppraisalRatio(portfolio_bacon[,1], portfolio_bacon[,2], method="modified"))
[1] -0.01418576
> print(AppraisalRatio(portfolio_bacon[,1], portfolio_bacon[,2], method="alternative"))
-[1] -0.1089875
+[1] -0.1066928
>
> data(managers)
> print(AppraisalRatio(managers['1996',1], managers['1996',8]))
@@ -426,12 +426,8 @@
> print(CAPM.epsilon(managers['1996',1], managers['1996',8]))
[1] 0.07425366
> print(CAPM.epsilon(managers['1996',1:5], managers['1996',8]))
-Warning in cbind(xRa, xRb) :
- number of rows of result is not a multiple of vector length (arg 1)
-Warning in cbind(xRa, xRb) :
- number of rows of result is not a multiple of vector length (arg 1)
HAM1 HAM2 HAM3 HAM4
-Regression epsilon (Risk free = 0) 0.07425366 0.8386249 0.2048063 0.05570592
+Regression epsilon (Risk free = 0) 0.07425366 0.5399193 0.2048063 0.05570592
HAM5
Regression epsilon (Risk free = 0) NA
>
@@ -1501,15 +1497,2028 @@
> ## Not run:
> ##D require(tseries)
> ##D prices = get.hist.quote("IBM", start = "1999-01-01", end = "2007-01-01", quote = "AdjClose", compression = "d")
-> ##D \dontshow{
-> ##D data(prices)
-> ##D }
-> ##D R.IBM = Return.calculate(prices, method="discrete")
-> ##D colnames(R.IBM)="IBM"
-> ##D chart.CumReturns(R.IBM,legend.loc="topleft", main="Cumulative Daily Returns for IBM")
-> ##D round(R.IBM,2)
> ##D
> ## End(Not run)
+> ## Don't show:
+> data(prices)
+>
+> ## End Don't show
+> R.IBM = Return.calculate(xts(prices), method="discrete")
+> colnames(R.IBM)="IBM"
+> chart.CumReturns(R.IBM,legend.loc="topleft", main="Cumulative Daily Returns for IBM")
+> round(R.IBM,2)
+ IBM
+1999-01-04 NA
+1999-01-05 0.04
+1999-01-06 0.00
+1999-01-07 0.01
+1999-01-08 -0.01
+1999-01-11 0.01
+1999-01-12 -0.02
+1999-01-13 0.00
+1999-01-14 -0.03
+1999-01-15 0.02
+1999-01-19 0.04
+1999-01-20 0.01
+1999-01-21 0.01
+1999-01-22 -0.09
+1999-01-25 0.01
+1999-01-26 0.02
+1999-01-27 -0.04
+1999-01-28 0.00
+1999-01-29 0.03
+1999-02-01 -0.02
+1999-02-02 -0.02
+1999-02-03 -0.01
+1999-02-04 -0.03
+1999-02-05 -0.02
+1999-02-08 0.01
+1999-02-09 -0.03
+1999-02-10 0.04
+1999-02-11 0.06
+1999-02-12 -0.03
+1999-02-16 0.00
+1999-02-17 -0.01
+1999-02-18 0.02
+1999-02-19 -0.02
+1999-02-22 0.04
+1999-02-23 -0.01
+1999-02-24 -0.02
+1999-02-25 0.00
+1999-02-26 -0.02
+1999-03-01 -0.01
+1999-03-02 0.00
+1999-03-03 -0.01
+1999-03-04 0.03
+1999-03-05 0.04
+1999-03-08 0.00
+1999-03-09 0.02
+1999-03-10 0.00
+1999-03-11 0.01
+1999-03-12 -0.03
+1999-03-15 0.02
+1999-03-16 -0.01
+1999-03-17 -0.02
+1999-03-18 0.00
+1999-03-19 -0.05
+1999-03-22 -0.01
+1999-03-23 -0.01
+1999-03-24 0.02
+1999-03-25 0.01
+1999-03-26 0.01
+1999-03-29 0.03
+1999-03-30 0.00
+1999-03-31 -0.01
+1999-04-01 0.00
+1999-04-05 0.04
+1999-04-06 -0.01
+1999-04-07 0.02
+1999-04-08 0.00
+1999-04-09 0.00
+1999-04-12 -0.02
+1999-04-13 -0.02
+1999-04-14 0.00
+1999-04-15 -0.01
+1999-04-16 -0.04
+1999-04-19 -0.02
+1999-04-20 0.02
+1999-04-21 0.01
+1999-04-22 0.13
+1999-04-23 0.03
+1999-04-26 0.05
+1999-04-27 0.01
+1999-04-28 -0.03
+1999-04-29 0.00
+1999-04-30 0.02
+1999-05-03 0.01
+1999-05-04 0.00
+1999-05-05 0.00
+1999-05-06 -0.01
+1999-05-07 0.04
+1999-05-10 0.01
+1999-05-11 0.01
+1999-05-12 0.02
+1999-05-13 0.09
+1999-05-14 -0.03
+1999-05-17 -0.01
+1999-05-18 0.00
+1999-05-19 -0.01
+1999-05-20 -0.01
+1999-05-21 -0.01
+1999-05-24 -0.03
+1999-05-25 -0.01
+1999-05-26 0.07
+1999-05-27 -0.02
+1999-05-28 0.00
+1999-06-01 -0.03
+1999-06-02 0.02
+1999-06-03 -0.01
+1999-06-04 0.03
+1999-06-07 0.04
+1999-06-08 -0.03
+1999-06-09 0.00
+1999-06-10 -0.01
+1999-06-11 -0.01
+1999-06-14 0.01
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+2002-04-24 -0.01
+2002-04-25 0.00
+2002-04-26 -0.02
+2002-04-29 -0.01
+2002-04-30 0.00
+2002-05-01 0.01
+2002-05-02 -0.01
+2002-05-03 -0.02
+2002-05-06 -0.07
+2002-05-07 0.01
+2002-05-08 0.08
+2002-05-09 -0.03
+2002-05-10 0.00
+2002-05-13 0.03
+2002-05-14 0.04
+2002-05-15 -0.01
+2002-05-16 0.01
+2002-05-17 0.00
+2002-05-20 -0.01
+2002-05-21 -0.01
+2002-05-22 0.01
+2002-05-23 0.00
+2002-05-24 -0.01
+2002-05-28 -0.01
+2002-05-29 -0.01
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/returnanalytics -r 2316
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